# A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics

> Research article (Journal of Business and Economic Statistics, 2020) · cited 50× · AI/ML

**Wikidata**: [openalex:W3009944960](https://www.wikidata.org/wiki/openalex:W3009944960)  
**Source**: https://4ort.xyz/entity/a-score-driven-conditional-correlation-model-for-noisy-and-asynchronous-data-an-application-to-high-frequency-covariance
